2006쓪뗚2웚ꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡꆡ춳볆퇐뺿ꆡ2006StatisticalResearch59춳볆횸쫽뗄놴튶쮹랽램3훬쾲낲ꆡ?풪탋ABSTRACTThepaperputforwardtheauthorꆯ,thepapermainlyintroducethemodelofpointofchain180index,andempiricalresearchofbayesianestimatorforStatisticalIndices.ꆡꆡ맘볼듊:춳볆횸쫽;놴튶쮹랽램;쪵횤럖컶ꆡꆡ튻ꆢ틽퇔쫽뗄뇠훆맽돌훐,틔췹듳솿뇠훆뗄춳볆횸쫽,튲캪뷱뫳춬샠횸쫽뗄뇠훆쳡릩쇋뺭퇩,쪹컒쏇뛔ퟜ쳥횸쫽헦횵뗄뇤춳볆횸쫽뗄뇠훆쫇춳볆샭싛퇐뺿뗄튻쿮훘튪쓚죝뚯랶캧뫍럖늼ힴ뿶폐쇋믹놾뗄죏쪶ꆣ컒쏇펦룃뛔헢킩샺,튲쫇춳볆럖컶쪵볹믮뚯튻쿮훘튪릤뻟ꆣ뷼쓪살쪷쫽뻝볓틔돤럖샻폃ꆣ,춳볆횸쫽퓚짧믡뺭볃짺믮뗄룷룶쇬폲뚼뗃떽쇋맣랺뗄펦폃ꆣ좻놴튶쮹춳볆샻폃쿈퇩폫뫳퇩탅쾢,뷸탐닎쫽맀볆룸뛸컒쏇퇐뺿춳볆횸쫽쳡릩쇋튻훖쮼슷폫랽램ꆣ,쒿잰춳볆횸쫽샭싛죔좻늻릻돉쫬,춳볆횸쫽뇠훆랽램뮹쪮럖떥튻ꆣ폫웤쯻춳볆샭싛뗄랢햹탎돉쿊쏷뛔헕,춳샻폃놴튶쮹춳볆뗄쮼쿫폫랽램췆뛏춳볆횸쫽쪱,컒볆횸쫽샭싛랢햹떽뷱쳬,쯆뫵폫쿖듺쫽샭춳볆랽램붥탐쏇뿉틔듓톰헒쿈퇩럖늼폫ퟜ쳥럖늼죫쫖,췆뛏뫳퇩럖늼ꆣ붥풶ꆣ쳘뇰쫇퓚춳볆횸쫽뇠훆뗄쪵볹훐뷸뛸샻폃뫳퇩럖늼,뿉틔뇈뷏ힼ좷뗄췆뛏돶럻뫏뺭볃틢,듳솿뗄샺쪷탅쾢(쿈퇩탅쾢)놻웺횮늻폃,퓬돉탅쾢풴샋럑,펰쿬쇋춳틥뗄ퟜ쳥횸쫽ꆣ뻟쳥뛸퇔,쫗쿈,룶쳥횸쫽쫇쯦믺뇤솿,볆횸쫽뇠훆뗄ힼ좷탔ꆣ캪쇋듙뷸춳볆횸쫽샭싛폫쿖듺쫽틲뛸뿉틔폃룅싊럖늼살쏨쫶ꆣ웤듎,쪵볊훐펦폃퇹놾볆샭춳볆랽램뗄죚뫏쯣뗄춳볆횸쫽쫇뛔ퟜ쳥닎쫽뗄맀볆,쫇튻룶춳볆솿,쟳ퟜ,뷸튻늽랢햹춳볆횸쫽샭싛,럡뢻춳볆횸쫽뇠훆랽램,돤럖샻폃샺쪷탅쾢풴,쪹춳볆횸쫽뗄뇠횸쫽뗄맽돌뻍쫇뛔ퟜ쳥닎쫽뗄춳볆췆뛏맽돌ꆣ뛸놴튶쮹훆룼볓맦랶ꆢ뿆톧뫍ힼ좷,놾컄쳡돶춳볆횸쫽뗄놴튶쮹랽랽램튲쫇춳볆췆뛏뗄튻훖탎쪽,틲뛸컒쏇췪좫폐샭평튲램쿠탅쓜퓋폃놴튶쮹랽램살맀볆춳볆횸쫽ꆣ퓙듎,놴튶쮹,늢샻폃짏횤180횸쫽뛔듋랽램뷸탐쇋쪵횤퇐뺿ꆣ퓚쪵볹훐,뇠훆춳볆횸쫽뗄맽돌춨뎣쫇튻룶샺쪷맽랽램뫍뒫춳뗄춳볆랽램뗄쟸뇰놾훊짏퓚폚쫇럱퓋폃쿈퇩돌탅쾢,뛸쪵볊횸쫽퓚볆쯣맽돌훐믽샛쇋듳솿뗄샺쪷쫽뻝,,믽샛쇋듳솿뗄샺쪷쫽뻝(쿈퇩탅쾢),펦룃뿉틔캪뷸튻늽뇠훆횸쫽랢믓ퟷ폃ꆣ헽죧죋쏇샻폃춳볆횸쫽랴펳뫪맛헢킩샺쪷쫽뻝쯹퓌몬뗄탅쾢펦룃뿉틔놻샻폃ꆣ헽쫇믹폚뺭볃헾닟쪵쪩킧맻뫍틖훆춨믵엲헍믲춨믵뷴쯵듫쪩솦뛈헢킩뾼싇,컒쏇붫춳볆횸쫽뗄뇠훆폫놴튶쮹춳볆솪쾵웰튻퇹살,캪춳볆횸쫽뇠훆쳡릩쇋좫탂뗄쮼슷ꆣ,헽쫇틲캪폐럡뢻뗄샺쪷쫽뻝,죋쏇닅믡횪뗀횸쫽좡쪲쎴횵쪱,뺭볃쿖쿳ퟜ쳥뇤뚯쫇헽뎣뗄,닅믡벰쪱뗘에뛏뺭볃쿖쿳뇤뚯뗄랽쿲,듓뛸ퟷ돶헽좷뗄뻶닟뫍에뛏ꆣ횸3놾컄쾵ퟷ헟췪돉뗄맺볒춳볆뻖솢쿮뿎쳢뗄돉맻횮튻ꆣ\[5]퇮닓.맺쏱뫋쯣폫럖컶춨싛.훐맺춳볆돶냦짧.2005.냦짧.2003.\[6]퇮닓.뷰죚뫋쯣샭싛컊쳢퇐뺿.춳볆퇐뺿.1995(3).뷰ퟷ헟볲뷩죚뫋쯣틉쓑컊쳢뇦컶.춳볆퇐뺿.1999(3).퇮닓,뫾쓏뎤즳쫐죋,뺭볃톧늩쪿ꆣ쿖캪쿃쏅듳톧뺭\[7]붯욼.럇쫐뎡럾컱짺닺ꆢ럇쫐뎡럾컱붻틗폫럇쫐뎡럾볃톧풺뷌쫚뫍늩쪿짺떼쪦ꆢ쿃쏅듳톧뫪맛뺭볃퇐뺿훐탄컱닺돶.춳볆퇐뺿.2003(8).퇐뺿풱,늢죎쿃쏅듳톧볆뮮춳볆쾵훷죎ꆢ쿃쏅듳톧맺쏱뺭\[8]싞솼쟥.럇쫐뎡럾컱닺돶뫋쯣컊쳢퇐뺿.훐맺춳볆돶볃폫뫋쯣퇐뺿쯹쯹뎤ꆣ' 1994-2007 China Academic Journal Electronic Publishing House. All rights reserved.
60춳볆퇐뺿ꆡꆡ뛾ꆢ믹폚짏횤웤훐pt캪놨룦죕쒳횧막욱뗄쫕엌볛,pt-1캪잰튻붻틗죕180횸쫽뗄쪵횤럖컶볛룱ꆣ뇊헟톡좡쇋2004쓪1ꆫ3퓂럝뗄쫽뻝,늢쿪쾸볆쯣캪쇋쪵횤럖컶뗄탨튪,놾컄뷶뻍짏횤180횸쫽뗄뮷뇈쇋쎿쳬뗄180횧돉럝막횸쫽뗄뻹횵ꆢ훐캻쫽ꆢ욫뛈폫럥뛈,횸쫽,쮵쏷춳볆횸쫽뗄놴튶쮹랽램뗄믹놾풭샭벰뻟쳥펦펦폃SPSS죭볾뷸탐뿂뛻쒪룧싥럲ꆪ쮹쏗뛻싥럲볬퇩,ퟮ폃ꆣ뫳죏캪틔헽첬럖늼ퟷ캪짏횤180횸쫽뗄ퟜ쳥럖늼쫇뇈뷏(튻)짏횤180횸쫽벰웤쯣램뫏쫊뗄,튲쫇럻뫏횸쫽놾짭뗄쳘탔뗄,룼쫇럻뫏쪵볊펦폃11짏횤180횸쫽벰웤쿖탐쯣램ꆣ훐볆쯣볲떥쏷쇋뗄탨튪뗄ꆣ뿂뛻쒪룧싥럲ꆪ쮹쏗뛻싥럲짏횤180돉럝횸쫽닉폃엉탭볓좨ퟛ뫏볛룱횸쫽릫쪽볬퇩뷡맻죧뇭1쯹쪾ꆣ볆쯣,틔퇹놾막뗄뗷헻막놾쫽평뇭1뿉틔뾴떽,퓚쿔훸탔쮮욽0101쿂,돽쇋2퓂2ꆡ놨룦웚횸쫽=(놨룦웚돉럝막뗄뗷헻쫐횵)죕,3퓂3죕ꆢ11죕,23죕ꆢ24죕ꆢ25죕뗈짙쫽벸룶붻틗죕Π(믹죕돉럝막뗄뗷헻쫐횵)ꇁ1000(1)췢,웤폠붻틗죕믹놾짏쓜춨맽헽첬탔볬퇩,쯹틔컒쏇톡좡웤훐,뗷헻쫐횵=ꇆ(쫐볛ꇁ뗷헻막놾쫽),믹죕돉헽첬럖늼ퟷ캪웤ퟜ쳥럖늼ꆣ럝막뗄뗷헻쫐횵틠돆캪돽쫽,뗷헻막놾쫽닉폃럖벶뾿떵(죽)짏횤180횸쫽쿈퇩럖늼뗄톡퓱뗄랽램뛔돉럝막막놾뷸탐뗷헻ꆣ뎣폃뗄쿈퇩럖늼뗄좷뚨랽램폐컞탅쾢쿈퇩럖늼ꆢ릲21믹폚놴튶쮹맀볆뗄짏횤180횸쫽쯣램ꆣ뛳쿈퇩럖늼ꆢ횱랽춼랽램ꆢ쿠뛔쯆좻랽램ꆢ뛠닣쿈퇩럖늼,평폚짏횤180횸쫽(좡쫕엌볛캪떱쳬횸쫽)뗣쫽뫜듳,틔벰뷜뢥삳풭퓲ꆢퟮ듳쫽뻝탅쾢풭퓲뫍늻뇤닢뛈풭퓲뗈ꆣ늻샻폚뷸탐맀볆ꆣ캪쇋쪵횤럖컶뗄탨튪,놾컄퓚맀볆훐,헢샯컒쏇훷튪펦폃횱랽춼벰뻘랽램살좷뚨ꆣ틔쫕엌볛캪튻룶뇤솿탲쇐{Pt},좥맀볆튻룶탂뗄폫180횸뇭1뮷뇈횸쫽뗄뿂뛻쒪룧싥럲ꆪ쮹쏗뛻싥럲볬퇩쫽쿠맘뗄뮷뇈ퟜ횸쫽죕웚K2S횵P횵죕웚K2S횵P횵죕웚K2S횵P횵,쪵볊짏튲뻍쿠떱폚쫇튻훖탂뗄쯣램ꆣ1퓂5죕01771015922퓂11죕11485010243퓂8죕01617018411퓂6죕11415010372퓂12죕11412010373퓂9죕1103201237맀볆ퟜ횸쫽Kt=Pt/Pt-1,웤훐Pt캪놨룦죕짏횤1801퓂7죕11212011062퓂13죕01736016513퓂10죕1139501041뗄쫕엌볛횸쫽,P1퓂8죕1145201032퓂12죕11412010373퓂11죕1163601009t-1캪퇐뺿짏횤180횸쫽좷뚨뗄탂믹죕볛룱횸쫽(놾컄캪2004쓪1퓂2죕뗄볛룱횸쫽1퓂9죕11507010212퓂13죕01736016513퓂12죕114420103l),Kt캪ퟜ쳥1퓂12죕110201252퓂16죕11175011263퓂15죕1120901108컯볛(쫕엌볛)횸쫽ꆣ1퓂13죕11373010462퓂17죕11614010113퓂16죕11404010391퓂14죕11013012562퓂18죕11393010413퓂17죕11427010341퓂15죕11196011152퓂19죕11276010773퓂18죕4186101027Pt=ꇆptqtꇆꇁ1000,P30=ꇆp30q30ꇆꇁ1000(2)p1퓂16죕11299010682퓂20죕11344010543퓂19죕11212011100qtp00q301퓂29죕1139901042퓂23죕11163011333퓂22죕116270101웤훐,00캪180횸쫽쿖탐쯣램뗄믹웚3,0캪놾컄믹1퓂30죕11412010372퓂24죕01819015143퓂23죕1167101008웚2퓂2죕11746010042퓂25죕01686017343퓂24죕1182101003,t캪놨룦웚ꆣ폐ꇆ2퓂3죕11457010292퓂26죕11585010133퓂25죕314830ptqt2퓂4죕0198012922퓂27죕11571010143퓂26죕11278010762퓂5죕11352010523퓂1죕0197013033퓂29죕0162201834ꆡKꇆꇁ1000p00q00tqtt=PtΠPt-1=ꇆ=ꇆp(3)2퓂6죕11266010813퓂2죕11135011523퓂30죕0166801764pt-1qt-1ꇆꇁ1000ꇆpt-1qt-12퓂9죕01823015073퓂3죕318503퓂31죕1130501066p00q002퓂10죕11496010233퓂4죕1121401104웤훐힢:놾컄쯹폐쫽뻝살풴폚훐맺횤좯췸ꆣ폐킩쫽뻝쫇룹뻝훐맺횤좯,00캪180횸쫽쿖탐쯣램뗄믹웚3,0캪놾컄믹웚,t캪놨룦웚ꆣ쫂쪵짏,평쪽(1)횪,뛌웚쓚짏횤180횸췸쳡릩뗄쿠맘쫽뻝뗄볆쯣뷡맻,틔쿂쿠춬ꆣ쫽돽쫽뿉틔뾴ퟷ쫇늻뇤뗄,벴뿉틔죏캪qt=qt-1,맊쪽(3)뛔폚뮷뇈횸쫽,듓2002쓪7퓂1죕뾪쪼쫕벯쫽뻝,뻍죔캪볛룱횸쫽,쯹틔Kt=P쓜뗃떽듳솿뗄샺쪷쫽뻝,뻍뿉틔믱좡돤럖뗄쿈퇩탅쾢ꆣt/Pt-1쫇폐틢틥뗄ꆣ퓙평P뇈죧퓚맀볆2004쓪3퓂8죕뗄짏횤180횸쫽쪱,캪쇋톰헒Pt)t=PꇁPt-1=KtꇁPt-1(4쿈퇩럖늼,컒쏇쿈맛달2002쓪7퓂1죕ꆫ2004쓪3퓂7t-1뿉횪,횻튪맀볆돶Kt뻍뿉틔맀볆돶떱죕뗄짏횤180죕,쫕벯쇋401룶랢늼죕뗄짏횤180쫽뻝ꆣ죧맻짨떱죕쫕횸쫽ꆣ엌볛룱캪Pt,잰튻룶랢늼죕뗄쫕엌볛룱캪Pt-1,룹뻝쪽(뛾)짏횤180횸쫽뇠훆훐,룶쳥횸쫽뗄ퟜ쳥럖늼뗄좷(4),컒쏇퓚뷸탐놴튶쮹맀볆쪱,쪵볊짏횻탨맀볆볛룱횸뚨쫽Kt=Pt/Pt-1벴뿉,쯹틔헒쿈퇩럖늼튲횻탨톰헒Kt뗄캪쇋맀볆뮷뇈횸쫽ퟜ쳥럖늼,컒쏇럖컶쇋2004쓪1럖늼뻍탐쇋ꆣ횻튪맀볆돶Kt,쓇쎴떱죕뗄짏횤180횸쫽,퓂2죕ꆫ3퓂31죕뗄짏횤180횸쫽뗄쯹폐180횻막욱뗄뻍뿉틔평쪽(4)뗃떽ꆣ쫕엌볛,볆쯣돶쎿튻횻막욱뗄룶쳥뮷뇈횸쫽kt=pt/pt-1,퓋폃SPSS,EVIEWS뿉틔뗃떽샺쪷쫽뻝뗄뻹횵캪' 1994-2007 China Academic Journal Electronic Publishing House. All rights reserved.
훬쾲낲ꆡ?풪탋:춳볆횸쫽뗄놴튶쮹랽램6101999953,뇪ힼ닮0101121,럥뛈21227,욫뛈01649,쯹틔컒뇭3쯹쪾ꆣ쏇틀좻뿉틔톡좡헽첬럖늼ퟷ캪웤쿈퇩럖늼ꆣ뛸쟒,죧맻뇭3짏횤180횸쫽놴튶쮹맀볆퇹놾컒쏇좡럖늼캪N(01299953,0101121),퓲뿉틔뗃떽뇭2ꆣ막욱듺싫막욱쏻돆탐튵듺싫뇭2짏횤180(뮷뇈)횸쫽쯄럖캻쫽헽첬쓢뫏뇭600000웖랢틸탐40쿂쯄럖캻쫽짏쯄럖캻쫽600001몪떦룖쳺15600002웫슳쪯뮯15짏횤180횸쫽쪵볊쫽뻝019935110050헽첬쓢뫍쫽뻝019808110182600004냗퓆믺뎡20ꆡꆡ쯹틔컒쏇퓚톡좡쿈퇩럖늼쪱,뻍틔럖늼600005커룖막럝15N(0199953,600008쫗뒴막럝2001201121)ퟷ캪짏횤180횸쫽3퓂8죕뗄쿈퇩럖늼ꆣ600009짏몣믺뎡20평폚ퟮ뷼뗄탅쾢뛔뺭볃쿖뗄펰쿬췹췹뚼쫇뇈뷏듳600011뮪쓜맺볊55뗄600015뮪쿄틸탐40,튲ퟮ쓜냯훺컒쏇럖컶뷢뻶컊쳢,틲듋ퟮ탂뗄쿈퇩탅쾢펦퓚볆쯣맽돌훐늻뛏뗘놻틽죫ꆣ뮻뻤뮰쮵,캪쇋놣횤쿈600016쏱짺틸탐40퇩럖늼뗄쫊쪱탔,퓚톰헒뚨믹횸쫽뗄쿈퇩럖늼뗄맽돌훐600018짏룛벯쿤20,600019놦룖막럝15ퟮ뷼뗄샺쪷쫽뻝펦룃늻뛏뗘놻틽죫ꆣ600026훐몣랢햹20(쯄)짏횤180횸쫽뗄놴튶쮹맀볆600028훐맺쪯뮯1011놴튶쮹맀볆뗄쫽톧쒣탍ꆣ600029쓏랽몽뿕20짨600030훐탅횤좯40x1,x2,ꆭ,xn(쪵볊짏뻍쫇룶쳥횸쫽)쫇살ퟔퟜ쳥X뗄죝솿캪n뗄볲떥쯦믺퇹놾,X뗄쏜뛈몯쫽캪600036헐짌틸탐40p(x|K)ꆣ600050훐맺솪춨50웤훐,Kퟜ쳥뗄욽뻹뇤뮯돌뛈,튲뻍쫇쯹튪맀볆뗄ퟜ횸600100쟥뮪춬랽45쫽,퓲뗃떽퓚뫳퇩뻹랽컳닮ퟮ킡뗄ힼ퓲쿂,K뗄놴튶쮹뗣600104짏몣웻뎵25맀볆캪600171짏몣놴쇫45600177퇅룪뛻25K^=E(K|x)=ꇒKꛐ(K|x)dK600188?훝쎺튵15ꚨ600256맣믣막럝40ꇒnKꛐ(K)ꇇp(xi|K)dK600345뎤붭춨탅50ꚨi=1=600350즽뚫믹붨20ꇒn(5)ꛐ(K)ꇇ600362붭컷춭튵15p(xi|K)dKꚨi=1600569낲퇴룖쳺15웤훐,ꚨ캪닎쫽K뗄좡횵뿕볤ꆣ쳘뇰뗄,죧맻ퟜ쳥캪600597맢쏷죩튵30헽첬럖늼N600598놱듳믄30(K,ꛒ2),쿈퇩럖늼캪N(ꛌ,ꛓ2),퓲K뗄놴튶쮹맀볆캪600600쟠떺욡뻆30ꛓ600601랽헽뿆벼45-2ꛌ+ꛓ2xK^=ꛒ-2-20+ꛓ-2ꆤꛌꛒ-20+ꛒ0+ꛓ-2ꆤꛒ20x=ꛒ600602맣뗧뗧ퟓ2520+ꛓ2(6)600642짪쓜막럝55웤훐,ꛒ20=ꛒ2/n,x캪퇹놾뻹횵ꆣ600664맾튩벯췅3521퇹놾막뗄톡좡ꆣ600688짏몣쪯뮯10캪쇋쪵횤럖컶뗄탨튪600690쟠떺몣뛻25,쯹톡퓱뗄퇹놾뇘탫쫇짏횤180돉럖막떱훐뗄쯹폐막욱;뛸쟒쫇2004쓪짏냫쓪짏횤600717쳬뷲룛20180돉럝막훐뗄막욱;춬쪱쳞돶6007763ST뚫탅502003쓪쿂냫쓪뺭펪ힴ뿶틬뎣600795맺뗧뗧솦55믲닆컱놨룦퇏훘뿷쯰뗄막욱(쫽뻝살풴폚2003쓪쿂냫쓪600808십룖막럝15뗄쓪놨),럀횹뿷쯰막뗄럇샭탔늨뚯펰쿬횸쫽뗄컈뚨탔ꆣ600811뚫랽벯췅40퇹놾막뗄톡좡ퟱ톭틔쿂풭퓲:(1)뷏룟뗄탐튵듺뇭탔풭600812뮪놱훆튩35퓲ꆣ600832뚫랽쏷훩25(2)쇷뚯탔폫돉뎤탔뗄풭퓲ꆣ(3)맦쒣탔풭퓲ꆣ캪쇋뇣폚쫽뻝좡뗃,뾼싇쎿막쫕틦싊,쎿막좨틦,뺻600839쯄뒨뎤뫧25600851몣타막럝25닺쫕틦싊,욽뻹ퟜ쫐횵,욽뻹쇷춨쫐횵헢컥룶횸뇪ꆣ붫600868쎷퇣막럝20쎿튻룶횸뇪내듓듳뗄쮳탲업탲,늢틀듎뇪쏷뗈벶,헢퇹뗃600895헅붭룟뿆40떽튻룶뗈벶뻘헳Aꆣ뺭맽럖컶,뛔쎿막쫕틦싊,쎿막좨틦600900뎤붭뗧솦55뗈컥룶횸뇪,좷뚨튻룶좨쫽뻘헳R,퓙평B=A(RT)뻍뿉ꆡꆡ31짏횤180횸쫽쪵횤럖컶뷡맻ꆣ틔뗃떽쎿횻막욱뗄ퟛ뫏업쏻,뻝듋뿉틔톡좡퇹놾,뷡맻죧컒쏇뾼싇2004쓪1퓂5죕ꆫ3퓂31죕,릲55룶붻틗' 1994-2007 China Academic Journal Electronic Publishing House. All rights reserved.
62춳볆퇐뺿죕뗄짏횤180쫽뻝ꆣ평잰쯹쫶,뾼싇쿈퇩럖늼쪱뿉틔듓2002쓪7퓂뾪쪼,뻟쳥쯣램:뗚튻늽,쿈내헕쿈퇩럖늼좷ꆡꆡ죽ꆢ뷡싛뚨랽램,룹뻝쫽뻝럖컶뗃떽쎿튻쳬뗄쿈퇩럖늼N(ꛌ,ꛓ2);놾컄쫇춳볆횸쫽뇠훆뗄튻훖뎢쫔,쯼쯹쳡릩뗄믹놾뗚뛾늽,좷뚨ퟜ쳥럖늼N(K,ꛒ2)ꆣ웤훐,K캴듽맀닎쫽,랽램뛔럡뢻춳볆횸쫽샭싛쫇쪮럖폐틦뗄ꆣ춨맽헢튻랽ꛒ2캴횪,떫룹뻝ퟮ듳쯆좻램21,뿉틔폃램,쪹춳볆횸쫽뇠훆,뿉틔돤럖샻폃돩퇹쫽뻝뫍샺쪷쇏S=nꇆ(xi-2x)뇠훆횸쫽돉캪뿉쓜ꆣ룃랽램폈웤쫊폃폚늻뿉쓜좡뗃좫쏦ퟷ캪웤맀볆횵;뗚죽늽,뷸탐돩퇹,좷뚨퇹놾틔벰퇹놾뻹쇏믲헟ퟜ쳥뫜듳뗄쿖쿳뗄횸쫽뇠훆틔벰횸쫽풤닢ꆣ샻횵x,n=50ꆣퟮ뫳,평릫쪽(7)횪,떱쳬뗄짏횤180횸쫽뗄폃짏횤180횸쫽ퟷ뇈뷏,춨맽쪵횤뇭쏷,춳볆횸쫽뗄놴튶맀볆횵캪ꛒ2K^=0ꛌ+ꛓ2xꛒ쮹랽램쓜릻ힼ좷뗄볆쯣횸쫽,늢쟒뮹뿉틔횤쏷룃랽램쿂20+ꛓ2,웤훐ꛒ20=ꛒ2/50ꆣ짏횤180횸쫽맀볆횵P^t=K^tꇁP^t-1뻟쳥볆쯣뫳뿉틔뾴떽퓋폃놴튶쮹맀볆뗄춳볆횸쫽뻟폐튻쾵쇐폅솼쳘헷ꆣ랽램맀볆뗄짏횤180횸쫽,ퟮ듳쿠뛔컳닮뷶폐01187%(뻸닎뾼컄쿗뛔횵),ퟮ듳뻸뛔컳닮5199뗣;ퟮ킡쿠뛔컳닮0100005%,\[1]믆솼컄.춳볆톧풭샭.놱뺩:훐맺춳볆돶냦짧.2002.ퟮ킡뻸뛔컳닮벸뫵캪쇣ꆣ퓋폃SPSS죭볾,쏨돶1ꆫ3퓂짏12.횤180횸쫽뗄맀볆횵폫헦쪵횵뗄쟺쿟볻쿂춼쯹쪾ꆣ\[2]볖뾡욽ꆢ뫎쿾좺ꆢ뷰폂뷸.춳볆톧.놱뺩:훐맺죋쏱듳톧돶냦짧..\[3]샮쮫돉ꆢ췵뒺럥.훐맺막욱쫐뎡볛룱늨뚯폫붻틗솿맘쾵뗄놴튶쮹럖컶.컷놱얩쇖뿆벼듳톧톧놨(짧믡뿆톧냦)..\[4]쎮쪫쯉.놴튶쮹춳볆.놱뺩:훐맺춳볆돶냦짧..\[5]쪢훨.룅싊싛폫쫽샭춳볆.놱뺩:룟뗈뷌폽돶냦짧.1989.\[6]쯯믛뻹.횸쫽샭싛퇐뺿.짲퇴:뚫놱닆뺭듳톧돶냦짧..\[7]컩뎬뇪.춳볆횸쫽뗄쯦믺뮯랽램벰웤펦폃.놱뺩:훐춼맺춳볆돶냦짧.ꆡ짏횤180횸쫽20041115ꆫ3131쫕엌볛뛔헕춼ꆡ\[8\]Berger,.(1985),ꆰStatisticalDecisionTheoryand듓춼1튲뿉틔뾴떽,퓋폃놴튶쮹맀볆뗄짏횤180횸쫽BayesianAnalysisꆱ,2ndedn,NewYork,Springer2Verlag.쫕엌볛,퓚2004쓪1퓂5죕ꆫ3퓂31죕,맀볆횵폫쪵볊횵쟺쿟믹놾짏쫇훘뫏뗄,믲헟쮵쫇뫜뷓뷼뗄,헢폫컒쏇볆쯣ퟷ헟볲뷩뗄뷡맻쫇쿠럻뗄ꆣ헢훷튪쫇틲캪퓚ퟜ쳥캪헽첬ퟜ쳥,쿈훬쾲낲(1961ꆪ),뺭볃톧늩쪿,훐쓏닆뺭헾램듳톧뢱퇩럖늼튲캪헽첬럖늼쪱,쿈퇩럖늼뗄뻹횵,뇪ힼ닮맀볆뗄뷌쫚,훷튪듓쫂춳볆샭싛벰펦폃퇐뺿ꆣ훊솿횱뷓펰쿬ퟮ뫳놴튶쮹맀볆뗄킧맻ꆣ폃뮷뇈횸쫽맀볆?풪탋(1974ꆪ),뺭볃톧쮶쪿,뎣쫬샭릤톧풺쫽톧쾵짏횤180쪱,샺쪷탅쾢돤럖,쿈퇩쫽뻝훊솿뷏뫃뗄풵맊ꆣ붲쪦,훷튪듓쫂짧믡뺭볃춳볆퇐뺿ꆣ' 1994-2007 China Academic Journal Electronic Publishing House. All rights reserved.
